Related papers: Second class particles and cube root asymptotics f…

We study the distribution of the positive sojourn time $$ A_t:= \int_0^t \mathbf 1\{ X_s>0 \}ds $$ of an arbitrary L\'evy process $X:= (X_t)_{t\geq 0}$. For an exponential random variable $E^{(q)}$ of rate $q>0$ independent of $X$ we show…

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

In this work we show that the latest LHC data on multiplicity moments $C_2-C_5$ are well described by a two-step model in the form of a convolution of the Poisson distribution with energy-dependent source function. For the source function…

We investigate the transport and separation of overdamped particles under the action of a uniform external force in a two-dimensional periodic energy landscape. Exact results are obtained for the deterministic transport in a square lattice…

We introduce the headway exclusion process which is an exclusion process with $N$ particles on the one-dimensional discrete torus with $L$ sites with jump rates that depend only on the distance to the next particle in the direction of the…

We investigate a two-type critical Bellman--Harris branching process with the following properties: the tail of the life-length distribution of the first type particles is of order $o(t^{-2})$; the tail of the life-length distribution of…

This article employs the relation between probabilities of two consecutive values of a Poisson random variable to derive conditions for the weak convergence of point processes to a Poisson process. As applications, we consider the starting…

We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…

We have recently shown that the baryonic Tully-Fisher and Faber-Jackson relations imply that the gravitational "constant" $G$ in the force law varies with acceleration $a$ as $G\propto 1/a$ and vice versa. These results prompt us to…

Long-range dependence induced by heavy tails is a widely reported feature of internet traffic. Long-range dependence can be defined as the regular variation of the variance of the integrated process, and half the index of regular variation…

In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real unknown parameter, we consider a simple hypothesis against a sequence of close (contiguous) alternatives. Under certain…

Let $(G,\mu)$ be a uniformly elliptic random conductance graph on $\mathbb{Z}^d$ with a Poisson point process of particles at time $t=0$ that perform independent simple random walks. We show that inside a cube $Q_K$ of side length $K$, if…

We study the composition of bivariate L\'evy process with bivariate inverse subordinator. The explicit expressions for its dispersion and auto correlation matrices are obtained. Also, the time-changed two parameter L\'evy processes with…

Consider a standard ${\Lambda }$-coalescent that comes down from infinity. Such a coalescent starts from a configuration consisting of infinitely many blocks at time $0$, but its number of blocks $N_t$ is a finite random variable at each…

Particles labelled $1,...,n$ are initially arranged in increasing order. Subsequently, each pair of neighboring particles that is currently in increasing order swaps according to a Poisson process of rate 1. We analyze the asymptotic…

Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…

For a given pseudo-Anosov homeomorphism $\varphi$ of a closed surface $S$, the action of $\varphi$ on the Teichm\"uller space $\mathcal T(S)$ preserves the Weil-Petersson symplectic form. We give explicit formulae for two invariant…

Considered are the large $N$, or large intensity, forms of the distribution of the length of the longest increasing subsequences for various models. Earlier work has established that after centring and scaling, the limit laws for these…

In a previous work we showed that spin can be envisioned as living in a phase space that is dual to the standard phase space of position and momentum. In this work we demonstrate that the second class constraints inherent in this "Dual…

The Poisson-Nernst-Planck system of equations used to model ionic transport is interpreted as a gradient flow for the Wasserstein distance and a free energy in the space of probability measures with finite second moment. A variational…